Properties of Wavelet Discretization of Black-Scholes Equation
dc.contributor.author | Finěk Václav | cs |
dc.date.accessioned | 2018-09-25T12:17:26Z | |
dc.date.available | 2018-09-25T12:17:26Z | |
dc.date.issued | 2017 | cs |
dc.format.extent | 4 | cs |
dc.identifier.doi | 10.1063/1.4992340 | |
dc.identifier.isbn | 9780735415386 | cs |
dc.identifier.issn | 0094-243X | cs |
dc.identifier.uri | https://dspace.tul.cz/handle/15240/31666 | |
dc.language.iso | eng | cs |
dc.publisher | AMER INST PHYSICS | cs |
dc.publisher.city | MELVILLE, NY 11747-4501 USA | cs |
dc.relation.ispartofseries | 0 | cs |
dc.relation.uri | http://aip.scitation.org/doi/pdf/10.1063/1.4992340 | cs |
dc.subject | options | cs |
dc.subject | Black-Scholes equation | cs |
dc.subject | discretization | cs |
dc.subject | spline-wavelets | cs |
dc.title | Properties of Wavelet Discretization of Black-Scholes Equation | cs |
local.identifier.publikace | 5130 |